Abstract
This paper describes the N-Tuple Bandit Evolutionary Algorithm (NTBEA), an optimisation algorithm developed for noisy and expensive discrete (combinatorial) optimisation problems. The algorithm is applied to two game-based hyperparameter optimisation problems. The N-Tuple system directly models the statistics, approximating the fitness and number of evaluations of each modelled combination of parameters. The model is simple, efficient and informative. Results show that the NTBEA significantly outperforms grid search and an estimation of distribution algorithm.
Original language | English |
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Title of host publication | 2018 IEEE Congress on Evolutionary Computation, CEC 2018 : Proceedings |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Number of pages | 9 |
ISBN (Electronic) | 9781509060177 |
DOIs | |
Publication status | Published - 2018 |
Externally published | Yes |
Event | 2018 IEEE Congress on Evolutionary Computation, CEC 2018 - Rio de Janeiro, Brazil Duration: 8 Jul 2018 → 13 Jul 2018 |
Conference
Conference | 2018 IEEE Congress on Evolutionary Computation, CEC 2018 |
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Country/Territory | Brazil |
City | Rio de Janeiro |
Period | 8/07/18 → 13/07/18 |
Bibliographical note
Publisher Copyright:© 2018 IEEE.
Keywords
- Estimation of Distribution Algorithm
- Evolutionary Algorithm
- Game Playing Agent
- Hyper-Parameter Optimisation
- Noisy Optimisation
- Rolling Horizon Evolution